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POST
Calculate Option-Adjusted Spread (OAS)

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
price
number
required

Current market price of the security

Example:

102.5

scenario_cashflows
number[][]
required

Array of cash flow arrays, one for each scenario

Example:
times
number[]
required

Array of payment times in years (same for all scenarios)

Example:
probabilities
number[]
required

Array of scenario probabilities (must sum to 1.0)

Example:
base_rates
number[]
required

Array of zero rates for the base discount curve

Example:
base_times
number[]
required

Array of times for the base discount curve

Example:

Response

Successful Response

success
boolean
Example:

true

data
object